You will receive treatment with Lenalidomide and DTIC on an outpatient basis at UT M.D. Anderson Cancer Center. At the start of each 21-day study cycle, you will come in to the clinic to receive a 14-day supply of Lenalidomide, and you will receive your dose of DTIC by IV. You will be provided with a study drug diary each time you are given your supply of Lenalidomide, to write down any side effects you experience.